+48.9%
RUN vs ALK
-38.6%
+87.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +5.3% |
| 7D | +10.2% | +0.1% | +10.0% | +10.0% |
| 30D | -9.6% | -18.5% | +8.8% | 0.0% |
| 3M | -31.5% | -3.6% | -27.9% | -31.0% |
| 6M | -18.7% | -3.7% | -15.0% | -19.2% |
| YTD | -49.9% | -19.0% | -30.9% | -45.0% |
| 1Y | -45.5% | -36.0% | -9.5% | -33.6% |
| 3Y | -34.1% | +2.3% | -36.4% | -41.3% |
| 5Y | -79.4% | -27.8% | -51.7% | -78.2% |
| 10Y | +48.9% | -39.0% | +87.9% | +31.4% |
| All | +48.9% | -38.6% | +87.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling